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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.21% | 1.27 CHF | 1.28 CHF | 60,000 | 60,000 | 29,845 | 29,845 | 38,496 CHF | 38,903 CHF | 94.16% | 94.16% |
| 19/11/2024 | 1.25% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 32,199 | 32,199 | 40,053 CHF | 40,482 CHF | 94.83% | 94.83% |
| 18/11/2024 | 1.25% | 1.23 CHF | 1.24 CHF | 70,000 | 70,000 | 22,598 | 22,598 | 27,923 CHF | 28,226 CHF | 94.90% | 94.90% |
| 15/11/2024 | 1.28% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 31,939 | 31,939 | 39,194 CHF | 39,623 CHF | 96.46% | 96.46% |
| 14/11/2024 | 1.33% | 1.20 CHF | 1.21 CHF | 70,000 | 70,000 | 32,227 | 32,227 | 37,821 CHF | 38,251 CHF | 97.99% | 97.99% |
| 13/11/2024 | 1.34% | 1.19 CHF | 1.20 CHF | 70,000 | 70,000 | 32,636 | 32,636 | 38,100 CHF | 38,533 CHF | 95.24% | 95.24% |
| 12/11/2024 | 1.27% | 1.16 CHF | 1.17 CHF | 70,000 | 70,000 | 31,954 | 31,954 | 38,427 CHF | 38,854 CHF | 93.99% | 93.99% |
| 11/11/2024 | 3.88% | 1.26 CHF | 1.27 CHF | 70,000 | 70,000 | 11,325 | 11,325 | 14,378 CHF | 14,812 CHF | 94.13% | 94.13% |
| 08/11/2024 | 1.33% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 32,194 | 32,194 | 38,353 CHF | 38,783 CHF | 95.81% | 95.81% |
| 07/11/2024 | 1.33% | 1.18 CHF | 1.19 CHF | 70,000 | 70,000 | 32,021 | 32,021 | 37,367 CHF | 37,797 CHF | 93.58% | 93.58% |
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